FORTRESS FIGHT: APP @ $321.63

BE SS: $588.00  |  CC-SS: $605.10  |  1 contracts (100 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-14 21:51

APP @ $321.63   UNDERWATER $266.37 (45.3% below BE SS)

1 contracts (100 sh)  |  BE SS: $588.00  |  CC-SS: $605.10 (banked floor $580.69)  |  IV: HIGH  |  Accounts: RetireInc:7291

LC: $460 exp 2028-01-21 (entry $287.732/sh)
SP: $540 exp 2028-01-21 (entry $160.484/sh)
HP: $185 exp 2026-11-20 (entry $2.582/sh)

Economics

Max Loss$48,300(ND $128.00 + SW $355) x 100
Normal income ref$3,136/mo95% ann ROI on ML
Hedge rolling cost$72/mo
Unrealized P&L$-30,280fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$1,568/mo
HEDGE COVER
$72/mo
NORMAL INCOME
$3,136/mo (ATM CC, chain)
IC VELOCITY
4.1 mo to earn back $12,800
ML VELOCITY
15.4 mo to earn back $48,300
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $605.10 in the fetched chain; the deepest available is $415C (11d, $14/mo, a BELOW-CC-SS strike, not a safe CC). Income at true CC-SS ≈ $0, so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$2,598
Hole (after banked)
$27,682
was $30,280 · 9% earned back
Cycles closed
8
Credit in flight
$0
CC-SS · banked floor (info)
$605.10 → $580.69
? 2 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 21 (live) · RSI 38 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 46 · %B 84 · hist rising (nightly)
LEVELS20W MA (bounce target) $428.22 (+33%) · daily UBB $325.62 · 1-wk expected move ±$25 (chain IV)
SETUPBounce ignition risk is maximal: stay at 🎯 min-cap, shortest DTE, momentum override armed. Challenges are the plan, not the surprise. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-11-04: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 1 contract at $340 / 4d. This is the safest strike (survival 80%, breach 20%) that still earns 50% of normal income ($1,568/mo); it brings $1,912/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 1 × $332.50/4d for $3,300/mo, but breach risk rises to 30% (+10pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 1 × $370/4d (98% survival, $112/mo).
Downside anchor: the primary mortgages $26,255 (205% of IC) ONLY on a full V-bounce all the way to SS $588, recoverable in 8.4 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 1 contracts realizes $-30,302 and cuts bleed by $72/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 1 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: THIS FRIDAY · 18 Sep 2026 (4d) · sell 1 × $340, 80% survival, $1,912/mo (E[net] $680/mo).
The two weekly tracks below are ranked by E[net]/mo = income kept when unchallenged − the net cash cost and forgone cycle when it is. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆18 Sep 2026 · 4d1 × $34080%$1,912$680
NEXT FRIDAY25 Sep 2026 · 11d1 × $337.5070%$1,718$-110
E[net] arithmetic on the grand pick: keep $255 with probability 75%; on the 25% touch you roll, paying $740 to close and taking $343 back from the best priced door (net cash $397) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 THIS FRIDAY · 18 Sep 2026 · 4d · E[net] $680/mo 🏆 GRAND PICK

🎯 Engine pick: sell 1 × $340 (50% normal), 80% survival, breach 20%, $1,912/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $347.50 rung (33% normal) lifts survival to 88% (breach 20% → 12%) for $862/mo less (45% income) buys safety you do not really need here.
APP  spot $321.63 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $37018 Sep4d15.0%98%hist 96%4%hist 3%+1pp$15$112-$1,800$23,495
Sell 1 × $370 15.0% OTM over spot $321.63 18 Sep 2026 (4d, $0.38 mid)
= $15 credit for the 4d cycle → $112/mo projected
Survival (stays ≤ $370)
98%
Breach risk
2%
POP (stays ≤ $370.38)
98%
EV / mo
+$72
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
22% whole by 9mo vs 22% doing nothing
FIRE DRILLS
~0.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$30/mo
median; plan ~$20/mo after 68% keep · $212 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.1 mo [2.7-5.7], measured ONLY among the 22% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
2%
Flat exit net (mid-life)
-$790
Free roll-up
+$6/wk
Safest escape (by 9 Oct 2026)
$393 @ 77% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.39/sh now → $8.05 mid-life (likely $6.18–$13.32)≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$7.90/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 54 simulated challenges: the $370 strike is typically first touched on day 4 of 4, at $376 (overshoots $6.31). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$37025 Sep 20269d left+$2.90/sh+$290
cycle +$305
[+$211…+$490] · 93% credit
66%
surv 52%
-$24,640 NOT
cap gain +$5,640
Up-and-out for even (raise the cap, free)~$37625 Sep 20269d left+$0.56/sh+$56
cycle +$71
[-$92…+$227] · 69% credit
70%
surv 60%
-$24,226 NOT
cap gain +$6,054
Max even-money escape in the band~$3939 Oct 202623d left+$0.88/sh+$88
cycle +$103
[-$172…+$275] · 67% credit
77%
surv 71%
-$22,264 NOT
cap gain +$8,016
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$112/mo
vs 50% target ($1,568/mo)-93%
vs normal income ($3,136/mo)4% covered
Net income (after hedge)$41/mo
Downside budget
⚠ $370 is $235 below CC-SS $605.10: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,495
… as % of IC ($12,800)183.6%
… as % of ML ($48,300)48.6%
Recovery months (at normal income)7.5 mo
Surgical close (1 ct)$-30,302
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.15 collected) or spot ≥ $370.38 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $370)); NOT the premium you collected. Momentum override: two daily closes above $325.62 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $366.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$366-370.38
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $370.38
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$370.00 (2.6σ)$15$-24,930+$5,350+$10
+2.5%$379.25 (3.1σ)$-910$-24,835+$5,445-$915
+5%$388.50 (3.6σ)$-1,835$-24,739+$5,541-$1,840
SS (= V-bounce)$588.00 (14.3σ)$-21,785$-22,684+$7,596-$4,490
V-BOUNCE STRESS (stock → CC-SS $605.10, where you are whole again, by expiry)
Starting unrealized P&L: $-30,280
+ Fortress recovery (un-capped): +$31,267
− CC assignment net of premium (1 × $370): -$23,495
Total Position P&L @ SS: $-22,508 (+$7,772 vs today)
Do-nothing baseline at SS: $-18,018 (this trade vs do-nothing: $-4,490, the opportunity cost of earning $112/mo FIGHT income now)
BB-reversion stress (→ $428.22 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,807, position total $-24,330 (+$5,950 vs today)
🛡 safe yield1 × $352.5018 Sep4d9.6%92%hist 96%17%hist 14%+4pp$100$750-$1,162$25,160
Sell 1 × $352.50 9.6% OTM over spot $321.63 18 Sep 2026 (4d, $1.23 mid)
= $100 credit for the 4d cycle → $750/mo projected
Survival (stays ≤ $352.50)
92%
Breach risk
8%
POP (stays ≤ $353.73)
92%
EV / mo
+$401
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
24% whole by 9mo vs 20% doing nothing
FIRE DRILLS
~2.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$465/mo
median; plan ~$317/mo after 68% keep · $3,671 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.0 mo [3.3-6.0], measured ONLY among the 24% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
10%
Flat exit net (mid-life)
-$667
Free roll-up
+$8/wk
Safest escape (by 9 Oct 2026)
$381 @ 80% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.85/sh now → $7.67 mid-life (likely $6.80–$12.70)≈ $0 at expiry  |  you banked $1.00/sh, so a flat mid-life exit nets -$6.67/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 289 simulated challenges: the $352 strike is typically first touched on day 3 of 4, at $359 (overshoots $6.01). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$35225 Sep 20269d left+$3.22/sh+$322
cycle +$422
[+$212…+$465] · 93% credit
66%
surv 52%
-$26,453 NOT
cap gain +$3,827
Reliable up-and-out (highest cap still free ≥60%)~$3662 Oct 202616d left+$1.84/sh+$184
cycle +$284
[-$40…+$314] · 72% credit
74%
surv 65%
-$25,117 NOT
cap gain +$5,163
Up-and-out for even (raise the cap, free)~$36125 Sep 20269d left+$0.21/sh+$21
cycle +$121
[-$186…+$129] · 45% credit
72%
surv 63%
-$25,831 NOT
cap gain +$4,449
Max even-money escape in the band~$3819 Oct 202623d left+$0.02/sh+$2
cycle +$102
[-$298…+$118] · 38% credit
80%
surv 75%
-$23,644 NOT
cap gain +$6,636
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$750/mo
vs 50% target ($1,568/mo)-52%
vs normal income ($3,136/mo)24% covered
Net income (after hedge)$678/mo
Downside budget
⚠ $352.50 is $253 below CC-SS $605.10: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,160
… as % of IC ($12,800)196.6%
… as % of ML ($48,300)52.1%
Recovery months (at normal income)8.0 mo
Surgical close (1 ct)$-30,302
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.25/sh (~25% of the $1.00 collected) or spot ≥ $353.73 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $352)); NOT the premium you collected. Momentum override: two daily closes above $325.62 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $348.98Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$349-353.73
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $353.73
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$352.50 (1.7σ)$100$-26,775+$3,505+$95
+2.5%$361.31 (2.1σ)$-781$-26,684+$3,596-$786
+5%$370.12 (2.6σ)$-1,662$-26,594+$3,686-$1,668
SS (= V-bounce)$588.00 (14.3σ)$-23,450$-24,349+$5,931-$6,155
V-BOUNCE STRESS (stock → CC-SS $605.10, where you are whole again, by expiry)
Starting unrealized P&L: $-30,280
+ Fortress recovery (un-capped): +$31,267
− CC assignment net of premium (1 × $352.50): -$25,160
Total Position P&L @ SS: $-24,173 (+$6,107 vs today)
Do-nothing baseline at SS: $-18,018 (this trade vs do-nothing: $-6,155, the opportunity cost of earning $750/mo FIGHT income now)
BB-reversion stress (→ $428.22 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,472, position total $-25,995 (+$4,285 vs today)
33% normal1 × $347.5018 Sep4d8.0%88%hist 86%24%hist 26%+7pp$140$1,050-$862$25,620
Sell 1 × $347.50 8.0% OTM over spot $321.63 18 Sep 2026 (4d, $1.72 mid)
= $140 credit for the 4d cycle → $1,050/mo projected
Survival (stays ≤ $347.50)
88%
Breach risk
12%
POP (stays ≤ $349.23)
89%
EV / mo
+$456
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
23% whole by 9mo vs 16% doing nothing
FIRE DRILLS
~3.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$621/mo
median; plan ~$422/mo after 68% keep · $5,083 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.8 mo [3.3-7.1], measured ONLY among the 23% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
13%
Flat exit net (mid-life)
-$616
Free roll-up
+$8/wk
Safest escape (by 9 Oct 2026)
$381 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.70/sh now → $7.56 mid-life (likely $7.45–$13.50)≈ $0 at expiry  |  you banked $1.40/sh, so a flat mid-life exit nets -$6.16/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 399 simulated challenges: the $348 strike is typically first touched on day 3 of 4, at $354 (overshoots $6.66). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$34825 Sep 20269d left+$3.31/sh+$331
cycle +$471
[+$186…+$441] · 92% credit
66%
surv 52%
-$26,956 NOT
cap gain +$3,324
Reliable up-and-out (highest cap still free ≥60%)~$3612 Oct 202616d left+$1.92/sh+$192
cycle +$332
[-$76…+$274] · 67% credit
74%
surv 66%
-$25,620 NOT
cap gain +$4,660
Up-and-out for even (raise the cap, free)~$35625 Sep 20269d left+$0.29/sh+$29
cycle +$169
[-$215…+$97] · 40% credit
72%
surv 63%
-$26,334 NOT
cap gain +$3,946
Max even-money escape in the band~$3769 Oct 202623d left+$0.11/sh+$11
cycle +$151
[-$345…+$69] · 32% credit
80%
surv 75%
-$24,147 NOT
cap gain +$6,133
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3819 Oct 202623d left-$1.07/sh-$107
cycle +$33
[-$490…-$57] · 21% credit
82%
surv 78%
-$23,713 NOT
cap gain +$6,567
budget: banked $140 debit $107 (77% used ≈ 0.4 wk of income) → whole cycle still +$33 cash · rolled 1 ct earn ≈ $847/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,050/mo
vs 50% target ($1,568/mo)-33%
vs normal income ($3,136/mo)33% covered
Net income (after hedge)$978/mo
Downside budget
⚠ $347.50 is $258 below CC-SS $605.10: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,620
… as % of IC ($12,800)200.2%
… as % of ML ($48,300)53.0%
Recovery months (at normal income)8.2 mo
Surgical close (1 ct)$-30,312
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.35/sh (~25% of the $1.40 collected) or spot ≥ $349.23 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $348)); NOT the premium you collected. Momentum override: two daily closes above $325.62 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $344.02Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$344-349.23
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $349.23
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$347.50 (1.4σ)$140$-27,287+$2,993+$135
+2.5%$356.19 (1.9σ)$-729$-27,197+$3,083-$734
+5%$364.88 (2.3σ)$-1,598$-27,108+$3,172-$1,602
SS (= V-bounce)$588.00 (14.3σ)$-23,910$-24,809+$5,471-$6,615
V-BOUNCE STRESS (stock → CC-SS $605.10, where you are whole again, by expiry)
Starting unrealized P&L: $-30,280
+ Fortress recovery (un-capped): +$31,267
− CC assignment net of premium (1 × $347.50): -$25,620
Total Position P&L @ SS: $-24,633 (+$5,647 vs today)
Do-nothing baseline at SS: $-18,018 (this trade vs do-nothing: $-6,615, the opportunity cost of earning $1,050/mo FIGHT income now)
BB-reversion stress (→ $428.22 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,932, position total $-26,455 (+$3,825 vs today)
🎯 50% normal1 × $34018 Sep4d5.7%80%hist 86%40%hist 39%+11pp$255$1,912$26,255
Sell 1 × $340 5.7% OTM over spot $321.63 18 Sep 2026 (4d, $2.77 mid)
= $255 credit for the 4d cycle → $1,912/mo projected
Survival (stays ≤ $340)
80%
Breach risk
20%
POP (stays ≤ $342.77)
84%
EV / mo
+$646
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
35% whole by 9mo vs 24% doing nothing
FIRE DRILLS
~5.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$960/mo
median; plan ~$653/mo after 68% keep · $7,574 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.1 mo [3.1-6.9], measured ONLY among the 35% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
25%
Flat exit net (mid-life)
-$485
Free roll-up
+$8/wk
Safest escape (by 9 Oct 2026)
$378 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.46/sh now → $7.40 mid-life (likely $7.87–$13.48)≈ $0 at expiry  |  you banked $2.55/sh, so a flat mid-life exit nets -$4.85/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 756 simulated challenges: the $340 strike is typically first touched on day 3 of 4, at $346 (overshoots $6.22). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$34025 Sep 20269d left+$3.43/sh+$343
cycle +$598
[+$165…+$389] · 91% credit
66%
surv 52%
-$27,656 NOT
cap gain +$2,624
Reliable up-and-out (highest cap still free ≥60%)~$3532 Oct 202616d left+$2.03/sh+$203
cycle +$458
[-$91…+$199] · 65% credit
74%
surv 66%
-$26,322 NOT
cap gain +$3,958
Up-and-out for even (raise the cap, free)~$34825 Sep 20269d left+$0.41/sh+$41
cycle +$296
[-$219…+$35] · 33% credit
72%
surv 63%
-$27,035 NOT
cap gain +$3,245
Max even-money escape in the band~$3689 Oct 202623d left+$0.22/sh+$22
cycle +$277
[-$348…+$7] · 26% credit
80%
surv 75%
-$24,847 NOT
cap gain +$5,433
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3789 Oct 202623d left-$1.92/sh-$192
cycle +$63
[-$620…-$216] · 6% credit
84%
surv 81%
-$23,959 NOT
cap gain +$6,321
budget: banked $255 debit $192 (75% used ≈ 0.4 wk of income) → whole cycle still +$63 cash · rolled 1 ct earn ≈ $714/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,912/mo
vs 50% target ($1,568/mo)+22%
vs normal income ($3,136/mo)61% covered
Net income (after hedge)$1,841/mo
Downside budget
⚠ $340 is $265 below CC-SS $605.10: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,255
… as % of IC ($12,800)205.1%
… as % of ML ($48,300)54.4%
Recovery months (at normal income)8.4 mo
Surgical close (1 ct)$-30,302
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.64/sh (~25% of the $2.55 collected) or spot ≥ $342.77 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $340)); NOT the premium you collected. Momentum override: two daily closes above $325.62 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $336.60Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$337-342.77
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $342.77
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$340.00 (≤1σ, normal week)$255$-27,999+$2,281+$250
+2.5%$348.50 (1.4σ)$-595$-27,911+$2,369-$600
+5%$357.00 (1.9σ)$-1,445$-27,824+$2,456-$1,450
SS (= V-bounce)$588.00 (14.3σ)$-24,545$-25,444+$4,836-$7,250
V-BOUNCE STRESS (stock → CC-SS $605.10, where you are whole again, by expiry)
Starting unrealized P&L: $-30,280
+ Fortress recovery (un-capped): +$31,267
− CC assignment net of premium (1 × $340): -$26,255
Total Position P&L @ SS: $-25,268 (+$5,012 vs today)
Do-nothing baseline at SS: $-18,018 (this trade vs do-nothing: $-7,250, the opportunity cost of earning $1,912/mo FIGHT income now)
BB-reversion stress (→ $428.22 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,567, position total $-27,090 (+$3,190 vs today)
100% normal1 × $332.5018 Sep4d3.4%70%hist 84%61%hist 59%+12pp$440$3,300+$1,388$26,820
Sell 1 × $332.50 3.4% OTM over spot $321.63 18 Sep 2026 (4d, $4.80 mid)
= $440 credit for the 4d cycle → $3,300/mo projected
Survival (stays ≤ $332.50)
70%
Breach risk
30%
POP (stays ≤ $337.30)
77%
EV / mo
+$830
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
32% whole by 9mo vs 20% doing nothing
FIRE DRILLS
~9.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,288/mo
median; plan ~$876/mo after 68% keep · $10,431 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.1 mo [3.4-7.2], measured ONLY among the 32% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
42%
Flat exit net (mid-life)
-$284
Free roll-up
+$8/wk
Safest escape (by 2 Oct 2026)
$376 @ 88% POP
87% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.23/sh now → $7.24 mid-life (likely $8.34–$13.65)≈ $0 at expiry  |  you banked $4.40/sh, so a flat mid-life exit nets -$2.84/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,270 simulated challenges: the $332 strike is typically first touched on day 2 of 4, at $339 (overshoots $6.11). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$33225 Sep 20269d left+$3.54/sh+$354
cycle +$794
[+$150…+$349] · 90% credit
66%
surv 52%
-$28,287 NOT
cap gain +$1,993
Reliable up-and-out (highest cap still free ≥60%)~$3462 Oct 202616d left+$2.12/sh+$212
cycle +$652
[-$115…+$182] · 60% credit
74%
surv 66%
-$26,954 NOT
cap gain +$3,326
Up-and-out for even (raise the cap, free)~$34125 Sep 20269d left+$0.51/sh+$51
cycle +$491
[-$239…+$21] · 30% credit
72%
surv 63%
-$27,666 NOT
cap gain +$2,614
Max even-money escape in the band~$3619 Oct 202623d left+$0.33/sh+$33
cycle +$473
[-$377…-$22] · 22% credit
80%
surv 75%
-$25,479 NOT
cap gain +$4,801
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3762 Oct 202616d left-$4.23/sh-$423
cycle +$17
[-$927…-$509]
88%
surv 87%
-$24,281 NOT
cap gain +$5,999
budget: banked $440 debit $423 (96% used ≈ 0.6 wk of income) → whole cycle still +$17 cash · rolled 1 ct earn ≈ $563/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,300/mo
vs 50% target ($1,568/mo)+110%
vs normal income ($3,136/mo)105% covered
Net income (after hedge)$3,228/mo
Downside budget
⚠ $332.50 is $273 below CC-SS $605.10: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,820
… as % of IC ($12,800)209.5%
… as % of ML ($48,300)55.5%
Recovery months (at normal income)8.6 mo
Surgical close (1 ct)$-30,320
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.10/sh (~25% of the $4.40 collected) or spot ≥ $337.30 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $332)); NOT the premium you collected. Momentum override: two daily closes above $325.62 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $329.18Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$329-337.30
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $337.30
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$332.50 (≤1σ, normal week)$440$-28,641+$1,639+$435
+2.5%$340.81 (1.0σ)$-391$-28,555+$1,725-$396
+5%$349.12 (1.5σ)$-1,222$-28,470+$1,810-$1,228
SS (= V-bounce)$588.00 (14.3σ)$-25,110$-26,009+$4,271-$7,815
V-BOUNCE STRESS (stock → CC-SS $605.10, where you are whole again, by expiry)
Starting unrealized P&L: $-30,280
+ Fortress recovery (un-capped): +$31,267
− CC assignment net of premium (1 × $332.50): -$26,820
Total Position P&L @ SS: $-25,833 (+$4,447 vs today)
Do-nothing baseline at SS: $-18,018 (this trade vs do-nothing: $-7,815, the opportunity cost of earning $3,300/mo FIGHT income now)
BB-reversion stress (→ $428.22 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,132, position total $-27,655 (+$2,625 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on APP are the tiebreakers.

📅 NEXT FRIDAY · 25 Sep 2026 · 11d · E[net] $-110/mo

🎯 Engine pick: sell 1 × $337.50 (50% normal), 70% survival, breach 30%, $1,718/mo.
Stay at the pick. Stepping safer (the $347.50 rung (33% normal) lifts survival to 80% (breach 30% → 20%) for $655/mo less (38% income)) buys little extra safety; the income is doing real work covering the bleed.
APP  spot $321.63 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $38525 Sep11d19.7%96%hist 96%8%hist 3%+1pp$60$164-$1,555$21,950
Sell 1 × $385 19.7% OTM over spot $321.63 25 Sep 2026 (11d, $0.80 mid)
= $60 credit for the 11d cycle → $164/mo projected
Survival (stays ≤ $385)
96%
Breach risk
4%
POP (stays ≤ $385.80)
96%
EV / mo
+$87
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
21% whole by 9mo vs 20% doing nothing
FIRE DRILLS
~0.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$63/mo
median; plan ~$43/mo after 68% keep · $503 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.4 mo [4.2-6.5], measured ONLY among the 21% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
4%
Flat exit net (mid-life)
-$1,114
Free roll-up
+$3/wk
Safest escape (by 9 Oct 2026)
$393 @ 71% POP
60% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $16.60/sh now → $11.74 mid-life (likely $7.43–$14.74)≈ $0 at expiry  |  you banked $0.60/sh, so a flat mid-life exit nets -$11.14/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 107 simulated challenges: the $385 strike is typically first touched on day 9 of 11, at $392 (overshoots $6.86). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3852 Oct 202612d left+$1.23/sh+$123
cycle +$183
[+$122…+$480] · 88% credit
67%
surv 52%
-$23,107 NOT
cap gain +$7,173
Max even-money escape in the band~$3939 Oct 202620d left+$0.90/sh+$90
cycle +$150
[+$46…+$471] · 81% credit
71%
surv 60%
-$22,217 NOT
cap gain +$8,063
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$3882 Oct 202612d left+$0.18/sh+$18
cycle +$78
[-$3…+$345] · 74% credit
69%
surv 56%
-$22,841 NOT
cap gain +$7,439
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$164/mo
vs 50% target ($1,568/mo)-90%
vs normal income ($3,136/mo)5% covered
Net income (after hedge)$92/mo
Downside budget
⚠ $385 is $220 below CC-SS $605.10: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,950
… as % of IC ($12,800)171.5%
… as % of ML ($48,300)45.4%
Recovery months (at normal income)7.0 mo
Surgical close (1 ct)$-30,300
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.60 collected) or spot ≥ $385.80 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $385)); NOT the premium you collected. Momentum override: two daily closes above $325.62 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $381.15Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$381-385.80
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $385.80
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$385.00 (2.0σ)$60$-23,230+$7,050+$55
+2.5%$394.62 (2.4σ)$-902$-23,131+$7,149-$907
+5%$404.25 (2.7σ)$-1,865$-23,032+$7,248-$1,870
SS (= V-bounce)$588.00 (8.6σ)$-20,240$-21,139+$9,141-$2,945
V-BOUNCE STRESS (stock → CC-SS $605.10, where you are whole again, by expiry)
Starting unrealized P&L: $-30,280
+ Fortress recovery (un-capped): +$31,267
− CC assignment net of premium (1 × $385): -$21,950
Total Position P&L @ SS: $-20,963 (+$9,317 vs today)
Do-nothing baseline at SS: $-18,018 (this trade vs do-nothing: $-2,945, the opportunity cost of earning $164/mo FIGHT income now)
BB-reversion stress (→ $428.22 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,262, position total $-22,785 (+$7,495 vs today)
🛡 safe yield1 × $36525 Sep11d13.5%90%hist 96%19%hist 14%+4pp$165$450-$1,268$23,845
Sell 1 × $365 13.5% OTM over spot $321.63 25 Sep 2026 (11d, $1.93 mid)
= $165 credit for the 11d cycle → $450/mo projected
Survival (stays ≤ $365)
90%
Breach risk
10%
POP (stays ≤ $366.93)
91%
EV / mo
+$207
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
21% whole by 9mo vs 17% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$232/mo
median; plan ~$158/mo after 68% keep · $1,982 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.7 mo [3.8-7.0], measured ONLY among the 21% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
14%
Flat exit net (mid-life)
-$948
Free roll-up
+$3/wk
Safest escape (by 9 Oct 2026)
$378 @ 73% POP
64% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $15.74/sh now → $11.13 mid-life (likely $9.37–$15.30)≈ $0 at expiry  |  you banked $1.65/sh, so a flat mid-life exit nets -$9.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 408 simulated challenges: the $365 strike is typically first touched on day 7 of 11, at $371 (overshoots $6.08). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3652 Oct 202612d left+$1.81/sh+$181
cycle +$346
[+$90…+$355] · 90% credit
67%
surv 52%
-$25,150 NOT
cap gain +$5,130
Max even-money escape in the band~$3739 Oct 202620d left+$1.50/sh+$150
cycle +$315
[+$10…+$327] · 77% credit
71%
surv 60%
-$24,258 NOT
cap gain +$6,022
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$3682 Oct 202612d left+$0.76/sh+$76
cycle +$241
[-$25…+$228] · 69% credit
69%
surv 56%
-$24,884 NOT
cap gain +$5,396
Safety roll (pay small debit, max POP)~$3789 Oct 202620d left-$0.54/sh-$54
cycle +$111
[-$225…+$113] · 38% credit
73%
surv 64%
-$23,911 NOT
cap gain +$6,369
budget: banked $165 debit $54 (33% used ≈ 0.5 wk of income) → whole cycle still +$111 cash · rolled 1 ct earn ≈ $1,589/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$450/mo
vs 50% target ($1,568/mo)-71%
vs normal income ($3,136/mo)14% covered
Net income (after hedge)$378/mo
Downside budget
⚠ $365 is $240 below CC-SS $605.10: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,845
… as % of IC ($12,800)186.3%
… as % of ML ($48,300)49.4%
Recovery months (at normal income)7.6 mo
Surgical close (1 ct)$-30,307
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.41/sh (~25% of the $1.65 collected) or spot ≥ $366.93 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $365)); NOT the premium you collected. Momentum override: two daily closes above $325.62 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $361.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$361-366.93
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $366.93
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$365.00 (1.4σ)$165$-25,331+$4,949+$160
+2.5%$374.12 (1.7σ)$-747$-25,237+$5,043-$752
+5%$383.25 (2.0σ)$-1,660$-25,143+$5,137-$1,665
SS (= V-bounce)$588.00 (8.6σ)$-22,135$-23,034+$7,246-$4,840
V-BOUNCE STRESS (stock → CC-SS $605.10, where you are whole again, by expiry)
Starting unrealized P&L: $-30,280
+ Fortress recovery (un-capped): +$31,267
− CC assignment net of premium (1 × $365): -$23,845
Total Position P&L @ SS: $-22,858 (+$7,422 vs today)
Do-nothing baseline at SS: $-18,018 (this trade vs do-nothing: $-4,840, the opportunity cost of earning $450/mo FIGHT income now)
BB-reversion stress (→ $428.22 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,157, position total $-24,680 (+$5,600 vs today)
33% normal1 × $347.5025 Sep11d8.0%80%hist 84%42%hist 39%+5pp$390$1,064-$655$25,370
Sell 1 × $347.50 8.0% OTM over spot $321.63 25 Sep 2026 (11d, $4.50 mid)
= $390 credit for the 11d cycle → $1,064/mo projected
Survival (stays ≤ $347.50)
80%
Breach risk
20%
POP (stays ≤ $352.00)
83%
EV / mo
+$304
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
22% whole by 9mo vs 17% doing nothing
FIRE DRILLS
~2.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$481/mo
median; plan ~$327/mo after 68% keep · $4,117 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.3 mo [3.7-6.9], measured ONLY among the 22% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
32%
Flat exit net (mid-life)
-$670
Free roll-up
+$6/wk
Safest escape (by 9 Oct 2026)
$371 @ 78% POP
73% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $14.98/sh now → $10.60 mid-life (likely $11.00–$16.36)≈ $0 at expiry  |  you banked $3.90/sh, so a flat mid-life exit nets -$6.70/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 953 simulated challenges: the $348 strike is typically first touched on day 6 of 11, at $353 (overshoots $5.87). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3482 Oct 202612d left+$2.26/sh+$226
cycle +$616
[+$69…+$274] · 89% credit
67%
surv 52%
-$26,811 NOT
cap gain +$3,469
Max even-money escape in the band~$3569 Oct 202620d left+$1.96/sh+$196
cycle +$586
[-$25…+$233] · 70% credit
71%
surv 60%
-$25,918 NOT
cap gain +$4,362
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$3532 Oct 202612d left+$0.04/sh+$4
cycle +$394
[-$185…+$24] · 29% credit
70%
surv 59%
-$26,385 NOT
cap gain +$3,895
Safety roll (pay small debit, max POP)~$3719 Oct 202620d left-$2.98/sh-$298
cycle +$92
[-$613…-$309] · 6% credit
78%
surv 73%
-$24,757 NOT
cap gain +$5,523
budget: banked $390 debit $298 (76% used ≈ 1.2 wk of income) → whole cycle still +$92 cash · rolled 1 ct earn ≈ $1,143/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,064/mo
vs 50% target ($1,568/mo)-32%
vs normal income ($3,136/mo)34% covered
Net income (after hedge)$992/mo
Downside budget
⚠ $347.50 is $258 below CC-SS $605.10: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,370
… as % of IC ($12,800)198.2%
… as % of ML ($48,300)52.5%
Recovery months (at normal income)8.1 mo
Surgical close (1 ct)$-30,340
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.97/sh (~25% of the $3.90 collected) or spot ≥ $352.00 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $348)); NOT the premium you collected. Momentum override: two daily closes above $325.62 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $344.02Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$344-352.00
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $352.00
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$347.50 (≤1σ, normal week)$390$-27,037+$3,243+$385
+2.5%$356.19 (1.1σ)$-479$-26,947+$3,333-$484
+5%$364.88 (1.4σ)$-1,348$-26,858+$3,422-$1,352
SS (= V-bounce)$588.00 (8.6σ)$-23,660$-24,559+$5,721-$6,365
V-BOUNCE STRESS (stock → CC-SS $605.10, where you are whole again, by expiry)
Starting unrealized P&L: $-30,280
+ Fortress recovery (un-capped): +$31,267
− CC assignment net of premium (1 × $347.50): -$25,370
Total Position P&L @ SS: $-24,383 (+$5,897 vs today)
Do-nothing baseline at SS: $-18,018 (this trade vs do-nothing: $-6,365, the opportunity cost of earning $1,064/mo FIGHT income now)
BB-reversion stress (→ $428.22 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,682, position total $-26,205 (+$4,075 vs today)
🎯 50% normal1 × $337.5025 Sep11d4.9%70%hist 84%62%hist 59%+5pp$630$1,718$26,130
Sell 1 × $337.50 4.9% OTM over spot $321.63 25 Sep 2026 (11d, $6.90 mid)
= $630 credit for the 11d cycle → $1,718/mo projected
Survival (stays ≤ $337.50)
70%
Breach risk
30%
POP (stays ≤ $344.40)
77%
EV / mo
+$343
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
22% whole by 9mo vs 17% doing nothing
FIRE DRILLS
~4.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$628/mo
median; plan ~$427/mo after 68% keep · $5,321 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.3 mo [3.6-7.2], measured ONLY among the 22% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
48%
Flat exit net (mid-life)
-$399
Free roll-up
+$6/wk
Safest escape (by 9 Oct 2026)
$376 @ 85% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $14.55/sh now → $10.29 mid-life (likely $11.96–$16.89)≈ $0 at expiry  |  you banked $6.30/sh, so a flat mid-life exit nets -$3.99/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,426 simulated challenges: the $338 strike is typically first touched on day 5 of 11, at $343 (overshoots $5.71). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3382 Oct 202612d left+$2.49/sh+$249
cycle +$879
[+$67…+$224] · 90% credit
67%
surv 52%
-$27,650 NOT
cap gain +$2,630
Reliable up-and-out (highest cap still free ≥60%)~$3469 Oct 202620d left+$2.19/sh+$219
cycle +$849
[-$33…+$169] · 66% credit
71%
surv 60%
-$26,758 NOT
cap gain +$3,522
Up-and-out for even (raise the cap, free)~$3432 Oct 202612d left+$0.27/sh+$27
cycle +$657
[-$186…-$21] · 22% credit
71%
surv 59%
-$27,225 NOT
cap gain +$3,055
Max even-money escape in the band~$3519 Oct 202620d left+$0.15/sh+$15
cycle +$645
[-$277…-$52] · 20% credit
73%
surv 65%
-$26,409 NOT
cap gain +$3,871
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3769 Oct 202620d left-$5.85/sh-$585
cycle +$45
[-$1,031…-$704]
85%
surv 82%
-$24,252 NOT
cap gain +$6,028
budget: banked $630 debit $585 (93% used ≈ 1.5 wk of income) → whole cycle still +$45 cash · rolled 1 ct earn ≈ $666/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,718/mo
vs 50% target ($1,568/mo)+10%
vs normal income ($3,136/mo)55% covered
Net income (after hedge)$1,647/mo
Downside budget
⚠ $337.50 is $268 below CC-SS $605.10: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,130
… as % of IC ($12,800)204.1%
… as % of ML ($48,300)54.1%
Recovery months (at normal income)8.3 mo
Surgical close (1 ct)$-30,340
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.57/sh (~25% of the $6.30 collected) or spot ≥ $344.40 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $338)); NOT the premium you collected. Momentum override: two daily closes above $325.62 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $334.12Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$334-344.40
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $344.40
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$337.50 (≤1σ, normal week)$630$-27,900+$2,380+$625
+2.5%$345.94 (≤1σ, normal week)$-214$-27,813+$2,467-$219
+5%$354.38 (1.1σ)$-1,058$-27,726+$2,554-$1,062
SS (= V-bounce)$588.00 (8.6σ)$-24,420$-25,319+$4,961-$7,125
V-BOUNCE STRESS (stock → CC-SS $605.10, where you are whole again, by expiry)
Starting unrealized P&L: $-30,280
+ Fortress recovery (un-capped): +$31,267
− CC assignment net of premium (1 × $337.50): -$26,130
Total Position P&L @ SS: $-25,143 (+$5,137 vs today)
Do-nothing baseline at SS: $-18,018 (this trade vs do-nothing: $-7,125, the opportunity cost of earning $1,718/mo FIGHT income now)
BB-reversion stress (→ $428.22 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,442, position total $-26,965 (+$3,315 vs today)
100% normal1 × $322.5025 Sep11d0.3%53%hist 70%98%hist 90%+6pp$1,150$3,136+$1,418$27,110
Sell 1 × $322.50 0.3% OTM over spot $321.63 25 Sep 2026 (11d, $12.45 mid)
= $1,150 credit for the 11d cycle → $3,136/mo projected
Survival (stays ≤ $322.50)
53%
Breach risk
47%
POP (stays ≤ $334.95)
68%
EV / mo
+$407
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
20% whole by 9mo vs 14% doing nothing
FIRE DRILLS
~12.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$793/mo
median; plan ~$539/mo after 68% keep · $6,971 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.7 mo [4.4-7.3], measured ONLY among the 20% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
81%
Flat exit net (mid-life)
+$167
Free roll-up
+$6/wk
Safest escape (by 2 Oct 2026)
$366 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $13.91/sh now → $9.83 mid-life (likely $13.94–$19.46)≈ $0 at expiry  |  you banked $11.50/sh, so a flat mid-life exit nets +$1.67/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,440 simulated challenges: the $322 strike is typically first touched on day 2 of 11, at $329 (overshoots $6.86). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$3269 Oct 202620d left+$4.31/sh+$431
cycle +$1,581
[+$107…+$254] · 90% credit
69%
surv 56%
-$28,232 NOT
cap gain +$2,048
Roll out (same strike, buy time)~$3222 Oct 202612d left+$2.81/sh+$281
cycle +$1,431
[+$23…+$143] · 80% credit
67%
surv 52%
-$28,753 NOT
cap gain +$1,527
Up-and-out for even (raise the cap, free)~$3282 Oct 202612d left+$0.59/sh+$59
cycle +$1,209
[-$241…-$84] · 7% credit
71%
surv 59%
-$28,328 NOT
cap gain +$1,952
Max even-money escape in the band~$3369 Oct 202620d left+$0.47/sh+$47
cycle +$1,197
[-$370…-$151] · 6% credit
73%
surv 65%
-$27,513 NOT
cap gain +$2,767
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3662 Oct 202612d left-$7.86/sh-$786
cycle +$364
[-$1,478…-$1,066]
91%
surv 90%
-$25,037 NOT
cap gain +$5,243
budget: banked $1,150 debit $786 (68% used ≈ 1.1 wk of income) → whole cycle still +$364 cash · rolled 1 ct earn ≈ $493/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,136/mo
vs 50% target ($1,568/mo)+100%
vs normal income ($3,136/mo)100% covered
Net income (after hedge)$3,065/mo
Downside budget
⚠ $322.50 is $283 below CC-SS $605.10: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,110
… as % of IC ($12,800)211.8%
… as % of ML ($48,300)56.1%
Recovery months (at normal income)8.6 mo
Surgical close (1 ct)$-30,375
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $2.88/sh (~25% of the $11.50 collected) or spot ≥ $334.95 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $322)); NOT the premium you collected. Momentum override: two daily closes above $325.62 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $319.27Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$319-334.95
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $334.95
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$322.50 (≤1σ, normal week)$1,150$-29,034+$1,246+$1,145
+2.5%$330.56 (≤1σ, normal week)$344$-28,951+$1,329+$339
+5%$338.62 (≤1σ, normal week)$-462$-28,868+$1,412-$468
SS (= V-bounce)$588.00 (8.6σ)$-25,400$-26,299+$3,981-$8,105
V-BOUNCE STRESS (stock → CC-SS $605.10, where you are whole again, by expiry)
Starting unrealized P&L: $-30,280
+ Fortress recovery (un-capped): +$31,267
− CC assignment net of premium (1 × $322.50): -$27,110
Total Position P&L @ SS: $-26,123 (+$4,157 vs today)
Do-nothing baseline at SS: $-18,018 (this trade vs do-nothing: $-8,105, the opportunity cost of earning $3,136/mo FIGHT income now)
BB-reversion stress (→ $428.22 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,422, position total $-27,945 (+$2,335 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on APP are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (30 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 30 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.103 (IBKR)  |  Recovery@SS: +$31,267 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-18,018

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$3404d18 Sep 2026$2.551/1$1,912$1,84180%84%+$646-$26,255205.1%$-25,268 (vs do-nothing $-7,250)
$337.504d18 Sep 2026$2.901/1$2,175$2,10378%82%+$638-$26,470206.8%$-25,483 (vs do-nothing $-7,465)
$3354d18 Sep 2026$3.601/1$2,700$2,62874%79%+$712-$26,650208.2%$-25,663 (vs do-nothing $-7,645)
$337.5011d25 Sep 2026$6.301/1$1,718$1,64770%77%+$343-$26,130204.1%$-25,143 (vs do-nothing $-7,125)
$332.504d18 Sep 2026$4.401/1$3,300$3,22870%77%+$830-$26,820209.5%$-25,833 (vs do-nothing $-7,815)
$33511d25 Sep 2026$7.101/1$1,936$1,86568%75%+$360-$26,300205.5%$-25,313 (vs do-nothing $-7,295)
$3304d18 Sep 2026$5.101/1$3,825$3,75366%74%+$784-$27,000210.9%$-26,013 (vs do-nothing $-7,995)
$33518d2 Oct 2026$10.101/1$1,683$1,61265%74%+$340-$26,000203.1%$-25,013 (vs do-nothing $-6,995)
$332.5011d25 Sep 2026$7.801/1$2,127$2,05665%74%+$360-$26,480206.9%$-25,493 (vs do-nothing $-7,475)
$332.5018d2 Oct 2026$11.101/1$1,850$1,77863%73%+$366-$26,150204.3%$-25,163 (vs do-nothing $-7,145)
$33011d25 Sep 2026$8.801/1$2,400$2,32862%72%+$434-$26,630208.0%$-25,643 (vs do-nothing $-7,625)
$327.504d18 Sep 2026$5.701/1$4,275$4,20362%73%+$732-$27,190212.4%$-26,203 (vs do-nothing $-8,185)
$33018d2 Oct 2026$12.101/1$2,017$1,94561%72%+$381-$26,300205.5%$-25,313 (vs do-nothing $-7,295)
Show 17 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$33025d9 Oct 2026$14.401/1$1,728$1,65660%72%+$309-$26,070203.7%$-25,083 (vs do-nothing $-7,065)
$327.5011d25 Sep 2026$9.501/1$2,591$2,51959%71%+$449-$26,810209.5%$-25,823 (vs do-nothing $-7,805)
$327.5018d2 Oct 2026$13.001/1$2,167$2,09558%71%+$367-$26,460206.7%$-25,473 (vs do-nothing $-7,455)
$3254d18 Sep 2026$6.301/1$4,725$4,65358%71%+$612-$27,380213.9%$-26,393 (vs do-nothing $-8,375)
$32511d25 Sep 2026$10.701/1$2,918$2,84756%70%+$495-$26,940210.5%$-25,953 (vs do-nothing $-7,935)
$32518d2 Oct 2026$14.201/1$2,367$2,29556%70%+$390-$26,590207.7%$-25,603 (vs do-nothing $-7,585)
$32525d9 Oct 2026$16.201/1$1,944$1,87256%70%+$279-$26,390206.2%$-25,403 (vs do-nothing $-7,385)
$322.5018d2 Oct 2026$14.601/1$2,433$2,36253%68%+$268-$26,800209.4%$-25,813 (vs do-nothing $-7,795)
$322.5011d25 Sep 2026$11.501/1$3,136$3,06553%68%+$407-$27,110211.8%$-26,123 (vs do-nothing $-8,105)
$322.504d18 Sep 2026$7.501/1$5,625$5,55353%68%+$668-$27,510214.9%$-26,523 (vs do-nothing $-8,505)
$32025d9 Oct 2026$18.601/1$2,232$2,16051%68%+$290-$26,650208.2%$-25,663 (vs do-nothing $-7,645)
$32018d2 Oct 2026$16.201/1$2,700$2,62851%67%+$333-$26,890210.1%$-25,903 (vs do-nothing $-7,885)
$32011d25 Sep 2026$12.401/1$3,382$3,31050%67%+$318-$27,270213.0%$-26,283 (vs do-nothing $-8,265)
$317.5018d2 Oct 2026$17.301/1$2,883$2,81248%66%+$302-$27,030211.2%$-26,043 (vs do-nothing $-8,025)
$3204d18 Sep 2026$8.701/1$6,525$6,45348%66%+$638-$27,640215.9%$-26,653 (vs do-nothing $-8,635)
$317.5011d25 Sep 2026$13.901/1$3,791$3,71947%65%+$365-$27,370213.8%$-26,383 (vs do-nothing $-8,365)
$317.504d18 Sep 2026$10.001/1$7,500$7,42843%64%+$560-$27,760216.9%$-26,773 (vs do-nothing $-8,755)

Income/mo = FIGHT leg gross, DTE-prorated. Net/mo = FIGHT + conservative CC gross minus hedge cost. POP (mid) = probability stock closes at or below (strike + mid premium) at expiry, per-strike chain IV when available. Survival = CC expires fully worthless. EV/mo = premium minus expected buyback, monthly, with realized vol = IV x 85% (variance risk premium 15%). Survival, POP and touch use vol x 1.00 (raw implied: the VRP haircut is applied to the premium edge but NOT to risk, because understating the edge costs opportunity while understating breach odds costs capital; the risk-side haircut arms only from the graded ledger). Cap give-up @ SS = recovery mortgaged on a V-bounce to SS, net of premium. Total P&L @ SS = absolute position P&L if the stock closes at SS; "vs do-nothing" = opportunity cost against holding all 1 contracts at the conservative CC.

fortress_fight.py v6.3  |  2026-09-14 21:51